Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (Q5413944): Difference between revisions

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Latest revision as of 12:06, 8 July 2024

scientific article; zbMATH DE number 6291302
Language Label Description Also known as
English
Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
scientific article; zbMATH DE number 6291302

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    Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (English)
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    2 May 2014
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    asymptotic equivalence
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    covariation
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    integrated covolatility
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    microstructure noise
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    spectral adaptive estimation
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